P/L comparison
Buy & hold
P/L COMPARISON · PERCENT FROM ENTRY
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline
Weekly rebalance
P/L COMPARISON · PERCENT FROM ENTRY
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline
Performance tables
| Management | Arm | Horizon | Status | Return | Maximum | Max date | Drawdown |
|---|---|---|---|---|---|---|---|
| buy & hold | participation factor overlay | 3 months | open · current through 2026-09-18 | -7.39% | 0.51% | 2026-06-22 | -11.41% |
| buy & hold | participation factor overlay | 6 months | open · current through 2026-09-18 | -7.39% | 0.51% | 2026-06-22 | -11.41% |
| buy & hold | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -4.13% | 1.88% | 2026-08-13 | -6.27% |
| buy & hold | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.13% | 1.88% | 2026-08-13 | -6.27% |
| weekly rebalance | participation factor overlay | 3 months | open · current through 2026-09-18 | -5.53% | 0.51% | 2026-06-22 | -11.37% |
| weekly rebalance | participation factor overlay | 6 months | open · current through 2026-09-18 | -5.53% | 0.51% | 2026-06-22 | -11.37% |
| weekly rebalance | Qlib / Alpha158 baseline | 3 months | open · current through 2026-09-18 | -4.38% | 1.25% | 2026-06-30 | -10.57% |
| weekly rebalance | Qlib / Alpha158 baseline | 6 months | open · current through 2026-09-18 | -4.38% | 1.25% | 2026-06-30 | -10.57% |
Position ledger
This portfolio holds the initial selection. There are no scheduled rebalance decisions after entry.
Selected arm positions
50 positions in the selected record: buy & hold · participation factor overlay. The charts and performance table above contain all four arms in this formation group.
| Ticker | Entry date | Entry open | Model prediction | Participation score | Excluded |
|---|---|---|---|---|---|
| AJG | 2026-06-22 | 213.35 | 0.4401 | 0.4695 | no |
| AMAT | 2026-06-22 | 625.55 | 0.7506 | 0.6326 | no |
| AMD | 2026-06-22 | 545.50 | 0.9926 | 0.6278 | no |
| ANET | 2026-06-22 | 170.11 | 0.4139 | 0.5892 | no |
| APP | 2026-06-22 | 457.34 | 0.4172 | 0.4491 | no |
| APTV | 2026-06-22 | 63.85 | 0.4304 | 0.4232 | no |
| AXON | 2026-06-22 | 417.05 | 0.3050 | 0.4691 | no |
| CCL | 2026-06-22 | 30.60 | 0.3320 | 0.4346 | no |
| CDNS | 2026-06-22 | 392.00 | 0.3626 | 0.5748 | no |
| CIEN | 2026-06-22 | 437.83 | 0.5364 | 0.6294 | no |
| CNC | 2026-06-22 | 62.00 | 0.5354 | 0.4493 | no |
| COHR | 2026-06-22 | 395.04 | 0.3154 | 0.6849 | no |
| COP | 2026-06-22 | 108.80 | 0.3070 | 0.5343 | no |
| CRWD | 2026-06-22 | 171.27 | 0.6980 | 0.4349 | no |
| CSCO | 2026-06-22 | 119.15 | 0.9703 | 0.5833 | no |
| CVNA | 2026-06-22 | 66.90 | 0.3329 | 0.4623 | no |
| DDOG | 2026-06-22 | 221.76 | 0.5209 | 0.4277 | no |
| DELL | 2026-06-22 | 414.51 | 0.2855 | 0.5788 | no |
| DOW | 2026-06-22 | 30.84 | 0.4198 | 0.4593 | no |
| FSLR | 2026-06-22 | 260.39 | 0.6609 | 0.5028 | no |
| FTNT | 2026-06-22 | 146.36 | 1.0175 | 0.4577 | no |
| GEV | 2026-06-22 | 1130.04 | 0.9380 | 0.5127 | no |
| GS | 2026-06-22 | 1104.29 | 0.3195 | 0.4561 | no |
| HPE | 2026-06-22 | 47.92 | 0.3624 | 0.5678 | no |
| HUM | 2026-06-22 | 362.38 | 0.6627 | 0.4817 | no |
| INTC | 2026-06-22 | 139.12 | 0.5028 | 0.6309 | no |
| KLAC | 2026-06-22 | 265.31 | 0.3534 | 0.6604 | no |
| LOW | 2026-06-22 | 216.16 | 0.3076 | 0.4365 | no |
| LRCX | 2026-06-22 | 398.39 | 0.6277 | 0.6256 | no |
| MPWR | 2026-06-22 | 1590.26 | 0.4724 | 0.5790 | no |
| MU | 2026-06-22 | 1196.04 | 0.2883 | 0.6445 | no |
| NRG | 2026-06-22 | 134.86 | 0.3062 | 0.4729 | no |
| NUE | 2026-06-22 | 244.18 | 0.7188 | 0.5270 | no |
| ON | 2026-06-22 | 125.58 | 0.5330 | 0.6427 | no |
| ORCL | 2026-06-22 | 181.68 | 0.6563 | 0.4538 | no |
| PANW | 2026-06-22 | 287.99 | 1.0592 | 0.4601 | no |
| PNR | 2026-06-22 | 73.75 | 0.3987 | 0.4926 | no |
| Q | 2026-06-22 | 174.84 | 0.4397 | 0.5761 | no |
| QCOM | 2026-06-22 | 221.72 | 0.3244 | 0.5756 | no |
| SBAC | 2026-06-22 | 183.73 | 0.5320 | 0.4227 | no |
| SMCI | 2026-06-22 | 32.33 | 0.4000 | 0.5905 | no |
| STLD | 2026-06-22 | 249.79 | 0.3450 | 0.5044 | no |
| STX | 2026-06-22 | 1088.22 | 0.6213 | 0.6148 | no |
| SWK | 2026-06-22 | 86.29 | 0.2986 | 0.4905 | no |
| SWKS | 2026-06-22 | 72.90 | 0.4325 | 0.6408 | no |
| SYY | 2026-06-22 | 78.16 | 0.3014 | 0.4422 | no |
| TER | 2026-06-22 | 455.96 | 0.3055 | 0.6668 | no |
| URI | 2026-06-22 | 1075.14 | 0.8153 | 0.4757 | no |
| WDC | 2026-06-22 | 772.50 | 0.5206 | 0.5953 | no |
| WTW | 2026-06-22 | 252.93 | 0.3593 | 0.4436 | no |